A New Ridge-Type Estimator for the Linear Regression Model: Simulations and Applications
The ridge regression-type (Hoerl and Kennard, 1970) and Liu-type (Liu, 1993) estimators are consistently attractive shrinkage methods to reduce the effects of multicollinearity for both linear and nonlinear regression models. This paper proposes a new estimator to solve the multicollinearity problem...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
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| Series: | Scientifica |
| Online Access: | http://dx.doi.org/10.1155/2020/9758378 |
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